+1,094.7%
TTMI vs ALL
+359.1%
+735.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | -2.2% | +9.7% | +8.1% |
| 30D | -4.5% | -5.6% | +1.1% | -3.1% |
| 3M | -28.5% | +17.2% | -45.8% | -33.3% |
| 6M | +28.4% | +23.2% | +5.1% | +17.0% |
| YTD | +80.1% | +23.6% | +56.5% | +62.0% |
| 1Y | +161.0% | +29.2% | +131.9% | +129.2% |
| 3Y | +862.4% | +153.8% | +708.6% | +486.0% |
| 5Y | +812.9% | +116.1% | +696.8% | +485.4% |
| 10Y | +1,094.7% | +364.8% | +729.9% | +469.9% |
| All | +1,094.7% | +359.1% | +735.6% | +469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling